How do you pass shielded servo motor cables through the cabinet wall/panel?

I use one of these variants
 

So if you use a ground clamp as suggested by above links above, how do you connect the shield to the drive connector terminal block?

The side on the Antieb is open with me

rodw wrote:

So if you use a ground clamp as suggested by above links above, how do you connect the shield to the drive connector terminal block?

You don't. Look at the Siemens video I linked above.

Note that you must still connect the ground conductor between the motor and the drive terminal, for safety.

I wouldn't know where to put the screen on my milling spindle. The junction box is in plastic.

A grounding cable is of course present!

arvidb wrote:

rodw wrote:

So if you use a ground clamp as suggested by above links above, how do you connect the shield to the drive connector terminal block?
You don't. Look at the Siemens video I linked above.

Note that you must still connect the ground conductor between the motor and the drive terminal, for safety.

The video shows use of a cable for servos with an additional ground conductor. In the case of a 4 wire stepper system, some quality stepper drives require the shield to be terminated at the drive as this diagram from the manual of a Lam Technologies DS1076A shows.
 
Ref:  www.lamtechnologies.com/Product.aspx?lng=EN&idp=DS1076
Elsewhere, they suggest the cable pass through the cabinet intact (eg. via a cable grommet) 

When I've used these drivers, I've also terminated the shield to a copper grounding post on the enclosusre as shown here.
 

Note we've deliberately chosen steppers over servos in this application (plasma table) to leverage the massive acceleration steppers provide. (5 m/sec/sec or higher)